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Trade: FIL/USDT/480/SINWMA/MIDPOINT/2079

Strategy
FIL/USDT/480/SINWMA/MIDPOINT/2079
Pair
FIL_USDT
Interval
8h
Score
433087
Daily Profit
0.166883
Profit Factor
1.866230
Profitability
56.756757
Streak
79.413385
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 12:55
Expiration Time
2025-11-24 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 721589.3339 502900.4925 218688.8414 884966.9094 -1067024.7665 1951991.6759
Total P&L (%) 721.5893 502.9005 218.6888 884.9669 -1067.0248 1951.9917
Avg Daily Profit (%) 0.3982 0.2775 0.1207 0.1263 0 0.1669
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73496 -104734 -23697 -1604649 -1691110 -475085
Profit Factor 2.6906 2.7493 2.5695 1.1329 0.7578 1.8662
Total Trades 74 37 37 74 37 37
Winning Trades 34 13 21 34 13 21
Losing Trades 40 24 16 40 24 16
Profitability (%) 45.9459 35.1351 56.7568 45.9459 35.1351 56.7568
Ratio Avg Win / Avg Loss 3.1654 5.0756 1.9577 1.3328 1.3991 1.4219
Largest Winning Trade 565626 565626 58355 697085 697085 681716
Largest Losing Trade -31022 -31022 -17807 -588012 -588012 -332977
Avg Bars in Trades 70 66 74 70 66 74
Avg Bars in Winners 110 117 106 110 117 106
Avg Bars in Losers 36 38 33 36 38 33
Bars Traded 5217 2446 2771 5217 2446 2771
Profit Streak 0 0 79.4134 0 0 79.4134
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55489 294170 -25143 -168670 -584886 433087
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606521600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759312516480,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            721589.3339477527,
            502900.4925257216,
            218688.8414220311,
            884966.9093738577,
            -1067024.7665216392,
            1951991.6758954963
        ],
        [
            721.589334,
            502.900493,
            218.688841,
            884.966909,
            -1067.024767,
            1951.991676
        ],
        [
            0.398228,
            0.277539,
            0.120689,
            0.126318,
            0,
            0.166883
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73496,
            -104734,
            -23697,
            -1604649,
            -1691110,
            -475085
        ],
        [
            2.690609,
            2.749297,
            2.56952,
            1.132888,
            0.757827,
            1.86623
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            34,
            13,
            21,
            34,
            13,
            21
        ],
        [
            40,
            24,
            16,
            40,
            24,
            16
        ],
        [
            45.945946,
            35.135135,
            56.756757,
            45.945946,
            35.135135,
            56.756757
        ],
        [
            3.165422,
            5.075624,
            1.95773,
            1.33281,
            1.399065,
            1.421889
        ],
        [
            565626,
            565626,
            58355,
            697085,
            697085,
            681716
        ],
        [
            -31022,
            -31022,
            -17807,
            -588012,
            -588012,
            -332977
        ],
        [
            70,
            66,
            74,
            70,
            66,
            74
        ],
        [
            110,
            117,
            106,
            110,
            117,
            106
        ],
        [
            36,
            38,
            33,
            36,
            38,
            33
        ],
        [
            5217,
            2446,
            2771,
            5217,
            2446,
            2771
        ],
        [
            0,
            0,
            79.413385,
            0,
            0,
            79.413385
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55489,
            294170,
            -25143,
            -168670,
            -584886,
            433087
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606521600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759312516480,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)